Petra Sinagl

University of Iowa - Department of Finance

Iowa City, IA 52242-1000

United States

http://andrlikova.com

SCHOLARLY PAPERS

8

DOWNLOADS

1,131

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

When does Cash-flow Risk Matter to Investors? Evidence from the COVID-19 Pandemic

Number of pages: 45 Posted: 03 Apr 2020 Last Revised: 08 Jun 2020
Petra Sinagl
University of Iowa - Department of Finance
Downloads 555 (71,679)
Citation 1

Abstract:

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COVID-19 pandemic, equity term structure, US industry performance, consumption shocks

2.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
University of Oxford, University of Iowa - Department of Finance, University of Sydney - Discipline of FinanceThe University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 155 (267,220)

Abstract:

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Asset Price bubbles, Markets

3.

Preference Shocks and Contemporaneous Cash Flow Risk

Number of pages: 59 Posted: 27 Apr 2020 Last Revised: 30 Mar 2021
Petra Sinagl
University of Iowa - Department of Finance
Downloads 116 (333,185)

Abstract:

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contemporaneous cash flow risk, safe asset characteristics, hedging consumption shocks, preference shocks, recession indicator

4.

Managerial Incentives to Innovate with Skin in the Game

Number of pages: 40 Posted: 06 Mar 2021 Last Revised: 27 Sep 2022
Petra Sinagl and Jiawei (Brooke) Wang
University of Iowa - Department of Finance and University of Iowa - Department of Finance
Downloads 107 (354,598)

Abstract:

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Innovation, incentives, skin in the game, executive compensation, option plans, bank distress

5.

Uncertain firm profits and (indirectly) priced idiosyncratic volatility

Number of pages: 60 Posted: 07 May 2020 Last Revised: 03 Jul 2022
University of Oklahoma, Monash University and University of Iowa - Department of Finance
Downloads 99 (370,867)

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Idiosyncratic volatility puzzle, Bayesian updating, asymmetric signal precision, firm underperformance

6.

International determinants of asymmetric dependence in investment returns

Journal of International Money and Finance, Vol. 122, April 2022
Number of pages: 51 Posted: 29 Apr 2020 Last Revised: 05 Jan 2022
Jamie Alcock and Petra Sinagl
University of Oxford and University of Iowa - Department of Finance
Downloads 53 (520,113)
Citation 1

Abstract:

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International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations

7.

Uninformed but Predictable: Corporate Trading and Price Discovery in Over-the-counter FX Markets

Number of pages: 71 Posted: 29 Apr 2022 Last Revised: 13 Jun 2022
Umang Khetan and Petra Sinagl
University of Iowa - Department of Finance and University of Iowa - Department of Finance
Downloads 46 (551,979)

Abstract:

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Foreign Exchange, Market Microstructure, Information, Volatility

8.

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 25 Feb 2018
Jamie Alcock and Petra Sinagl
University of Oxford and University of Iowa - Department of Finance

Abstract:

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REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj